ProgrammeLe programme de la 7th French Econometric Conference est en ligne ! THURSDAY, DECEMBER 3, 2015 8:30-9:00 Welcome Coffee Session I: Chairman: Sébastien Laurent (IAE Aix-Marseille, GREQAM) 9:00-9:45 Keynote Speaker: “A diagnostic criterion for approximate factor structure” Olivier Scaillet (University of Genève and Swiss Finance Institute) Patrick Gagliardini (University of Lugano) and Elisa Ossola (University of Lugano) 9:45-10:45 “Simple moment-based tests for value-at-risk models and discrete distributions” “Unbalanced Fractional Cointegration and the Information Flowing on Commodity Markets” 10:45-11:00 Coffee Break
Session II: Chairman: Jean-Michel Zakoian (CREST) 11:00-12:00 “Mean Reversion and Stationarity: A New Perspective from the Asymptotics of Diffusion Models” “Identification of Mixed Causal-Noncausal Models: How Fat Should We Go?” 12:00-13:30 Lunch 13:30-14:15 Keynote Speaker: “Realized Factor GARCH” Peter-Reinhard Hansen (European University Institute) and Asger Lunde (Aarhus University) 14:15-15:15 “Exchange Rate Volatility Forecasting: a Multivariate Realized-GARCH Approach” “Statistical inference in semiparametric locally stationary ARCH models” 15:15-16:15 Coffee Break and Poster Session
16:15-17:45 “Spatial Dependence in Sovereign Wealth Funds’ Investments” “Identification and Estimation in One-to-One Matching Models with Nonparametric Unobservables” “Identification of Counterfactuals and Payoffs in Dynamic Discrete Choice with an Application to Land Use” 19:30 Conference dinner - Restaurant du Château Les "Muids", La Ferté-Saint-Aubin
8:30-9:00 Welcome Coffee Session I: Chairman: Mickael Visser (CREST) 9:00-9:45 Keynote Speaker: “The Econometrics of the Hedrick-Prescott filter” Robert de Jong (Ohio State University) and Neslihan Sakarya (Ohio State University) 09:45-10:45 "A Reliable and Testable Alternative to Long-run Restrictions in Structural VAR models” “Estimation of a semiparametric transformation model in the presence of endogeneity”
11:00-12:00 “Testing near or at the Boundary of the Parameter Space” “In Fisher's net: exact F-tests in semi-parametric models with exchangeable errors” 12:00-13:30 Lunch 13:30-14:30 “Remuneration and Performance: Evidence from Randomly Ordered Wage Auctions” “Martingale Models for Dynamic Treatment Effects: Definition and Non-Parametric Estimation” 14:30-14:45 Coffee Break
Session IV: Aziz N'Doye (Université d’Orléans, LEO) 14:45-15:45 “Nonparametric Estimation for Regulation Models” “The Wall's impact in the Occupied West Bank A Bayesian Approach to Poverty Dynamics using Repeated Cross Sections” 16:00 End of the conference |